+270.0%
INTC vs VO
+193.0%
+77.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.7% |
| 7D | +18.0% | -0.6% | +18.6% | +18.7% |
| 30D | +8.9% | -1.9% | +10.9% | +11.5% |
| 3M | -1.6% | +3.3% | -4.8% | -4.6% |
| 6M | +133.1% | +9.7% | +123.4% | +111.9% |
| YTD | +187.9% | +12.6% | +175.3% | +154.9% |
| 1Y | +334.7% | +13.6% | +321.0% | +281.9% |
| 3Y | +184.2% | +56.8% | +127.4% | +79.8% |
| 5Y | +116.0% | +42.3% | +73.7% | +52.3% |
| 10Y | +270.0% | +199.2% | +70.8% | +26.3% |
| All | +270.0% | +193.0% | +77.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling